RYAAY vs. ^GSPC
RYAAY (Ryanair Holdings plc) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, RYAAY returned 8.34%/yr vs 13.26%/yr for ^GSPC. Their 0.38 correlation means their historical movements had little consistent relationship.
Performance
RYAAY vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, RYAAY achieves a -18.41% return, which is significantly lower than ^GSPC's 9.41% return. Over the past 10 years, RYAAY has underperformed ^GSPC with an annualized return of 8.34%, while ^GSPC has yielded a comparatively higher 13.26% annualized return.
RYAAY
- 1D
- -2.76%
- 1M
- -10.66%
- 6M
- -17.12%
- YTD
- -18.41%
- 1Y
- -4.33%
- 3Y*
- 14.80%
- 5Y*
- 7.18%
- 10Y*
- 8.34%
- ALL TIME*
- 15.29%
^GSPC
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^GSPC S&P 500 Index | $37.98T | $37.61T | $41.48T |
RYAAY Ryanair Holdings plc | $100.77M | $120.14M | $92.62M |
RYAAY vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYAAY Ryanair Holdings plc | -18.41% | 69.01% | -16.14% | 78.38% | -26.94% | -6.96% | 25.53% | 22.81% | -31.53% | 25.14% |
^GSPC S&P 500 Index | 9.41% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 19.42% |
Correlation
The correlation between RYAAY and ^GSPC is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.36 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.42 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 1997 | 0.38 |
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Return for Risk
RYAAY vs. ^GSPC — Risk / Return Rank
RYAAY
^GSPC
RYAAY vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ryanair Holdings plc (RYAAY) and S&P 500 Index (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RYAAY | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.25 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 2.00 | -2.17 |
| Martin ratioReturn relative to average drawdown | -0.35 | 8.49 | -8.84 |
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Drawdowns
RYAAY vs. ^GSPC - Drawdown Comparison
The maximum RYAAY drawdown since its inception was -67.68%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for RYAAY and ^GSPC.
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Drawdown Indicators
| RYAAY | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.68% | -56.78% | -10.90% |
Max Drawdown (1Y)Largest decline over 1 year | -27.40% | -9.10% | -18.30% |
Max Drawdown (3Y)Largest decline over 3 years | -36.05% | -18.90% | -17.15% |
Max Drawdown (5Y)Largest decline over 5 years | -54.89% | -25.43% | -29.46% |
Max Drawdown (10Y)Largest decline over 10 years | -62.50% | -33.92% | -28.58% |
Current DrawdownCurrent decline from peak | -20.21% | -1.58% | -18.63% |
Average DrawdownAverage peak-to-trough decline | -19.82% | -10.70% | -9.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.22% | 2.14% | +11.08% |
Volatility
RYAAY vs. ^GSPC - Volatility Comparison
Ryanair Holdings plc (RYAAY) has a higher volatility of 13.37% compared to S&P 500 Index (^GSPC) at 3.51%. This indicates that RYAAY's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYAAY | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.37% | 3.51% | +9.86% |
Volatility (6M)Calculated over the trailing 6-month period | 31.50% | 10.11% | +21.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.60% | 12.87% | +23.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.86% | 17.01% | +18.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.43% | 18.07% | +18.36% |
Frequently Asked Questions
RYAAY and ^GSPC have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYAAY has higher volatility (13.37%) compared to ^GSPC (3.51%). In terms of maximum drawdown, RYAAY dropped -67.68% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.42 vs -0.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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